Systematic Trader Index For February 2007 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Feb 2007 Min Inv Inception 139 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -13.04 200k 11/1/1999 138 Superfund Group Superfund Green Master -12.76 2,000k 5/1/2001 137 Keck Capital Management LLC The Keck Program -12.67 2,000k 12/1/2003 136 Superfund Group Superfund Green Gold C (SPC) -11.93 100k 10/1/2005 135 DUNN Capital Management DUNN Combined Fund (DCF) -11.81 100k 5/1/1989 134 Dreiss Research Corporation Diversified Program -11.48 1,000k 5/1/1991 133 DUNN Capital Management D'Best Futures Fund, L.P. -10.92 100k 6/1/1994 132 Superfund Group Superfund Green L.P. Series B -10.67 5k 10/1/2002 131 Superfund Group Superfund Green GCT USD -10.67 15k 1/1/2000 130 Parizek Capital Currency Program -9.29 1,000k 4/1/2006 129 Xplor Capital Management, LLC Global CTA Program -9.03 1,500k 7/1/2004 128 Superfund Group Superfund Green Gold B (SPC) -9.03 50k 10/1/2005 127 Clarke Capital Management Millennium -8.61 1,000k 1/1/1998 126 Alder Capital DAC Alder Global 20 -8.50 250k 2/1/2001 125 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.30 100k 11/1/1984 124 Strategic Capital Advisors LLC Contrarian 500 -7.81 500k 12/1/2003 123 Superfund Group Superfund Green L.P. Series A -7.54 5k 10/1/2002 122 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.52 0k 11/1/1996 121 Quantum Leap Capital Management Managed Account Program -7.46 300k 8/1/2006 120 Kelly Angle Inc. Genesis Program -7.11 2,000k 4/1/2000 119 Clarke Capital Management FX Plus -7.00 1,000k 5/1/2004 118 Estlander & Partners Global XL -6.86 5,000k 8/1/1991 117 Insch Capital Management SA Interbank Currency Program - 3X Leverage -6.79 100k 1/1/2000 116 Hawksbill Capital Management Global Diversified -6.77 5,000k 11/1/1988 115 Superfund Group Superfund Green Q-AG -6.43 2k 3/1/1996 114 Winton Capital Management Diversified -5.93 50,000k 10/1/1997 113 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.82 100k 1/1/2005 112 ISAM ISAM Systematic Trend Fund -5.71 1,000k 6/1/2001 111 Neural Capital Ltd Sentinel Trading Program -5.41 2,000k 1/1/2006 110 Rivoli Fund Management Rivoli International Fund (E) -5.41 5,000k 10/1/1996 109 Superfund Group Superfund Green Gold A (SPC) -5.38 5k 10/1/2005 108 EMC Capital Advisors, LLC Classic -5.20 5,000k 1/1/1985 107 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.18 100k 5/1/1999 106 Lynx Asset Management AB Lynx Program -4.69 75k 5/1/2000 105 Transtrend B.V. DTP – Enhanced Risk (JPY) -4.46 10,000k 8/1/2004 104 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.43 10k 7/1/2005 103 Transtrend B.V. DTP – Enhanced Risk (EUR) -4.32 10,000k 8/1/1999 102 Rabar Market Research Diversified Program -4.18 2,000k 1/1/1989 101 Transtrend B.V. DTP – Enhanced Risk (USD) -4.07 10,000k 1/1/1995 100 Abraham Trading Company Diversified Program -4.00 10,000k 1/1/1988 99 Alder Capital DAC Alder Global 10 -4.00 250k 10/1/2000 98 M.S. Capital Management Global Diversified Program -3.92 2,000k 11/1/1998 97 Hyman Beck and Company Global Portfolio -3.88 1,000k 3/1/1991 96 Somers Brothers Capital Diversified Futures Program #1 -3.72 100k 1/1/2005 95 Conquest Capital Group Conquest Select -3.65 250k 6/1/2004 94 Drury Capital Diversified Trend-Following Program -3.51 5,000k 5/1/1997 93 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -3.50 1,000k 10/1/2006 92 Estlander & Partners Global Markets -3.35 10,000k 8/1/1999 91 Rivoli Fund Management Rivoli International Fund (V9) -3.25 5,000k 1/1/2002 90 Crescent Bay Capital Management Premium Stock Index Program -3.22 10k 10/1/2005 89 Alee Capital Management, LLC Mistral Program -3.09 2,500k 1/1/1999 88 Manning & Napier MN Xenon Managed Futures (2x) Program -2.92 5,000k 6/1/2006 87 Transtrend B.V. DTP – Standard Risk (EUR) -2.92 10,000k 2/1/1999 86 Wimmer Horizon LLP Managed Account -2.91 5,000k 5/1/2005 85 Clarke Capital Management Jupiter -2.88 3,000k 5/1/2005 84 NuWave Investment Management, LLC Combined Futures Portfolio -2.83 5,000k 6/1/2001 83 Millburn Ridgefield Corporation Multi-Markets Program -2.80 25,000k 10/1/2004 82 NuWave Investment Management, LLC NuWave Investment Partners LP -2.75 250k 6/1/2001 81 Millburn Ridgefield Corporation Diversified Program -2.73 20,000k 2/1/1977 80 Chesapeake Capital Diversified (LV) -2.33 100k 2/1/1988 79 Conquest Capital Group Conquest Macro -2.32 250k 5/1/1999 78 Parizek Capital Futures Trading Program -2.22 500k 4/1/2000 77 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.14 1,000k 3/1/2003 76 Molinero Capital Management LLP Global Markets Program -2.11 2,000k 7/1/2005 75 Superfund Group Superfund Blue SPC Class A (EUR) -2.09 50k 4/1/2005 74 Shield Plus LLC Shield Plus Natural Gas -2.04 50k 1/1/2004 73 John Locke Investments Cyril Systematic Program -2.04 8,000k 7/1/2000 72 Eclipse Capital Management Global Monetary -2.04 5,000k 8/1/1990 71 Trigon Investment Advisors, LLC Foreign Exchange Program -1.78 5,000k 8/1/2000 70 Clarke Capital Management Worldwide -1.77 250k 1/1/1996 69 Auspice Capital Advisors Ltd Auspice Diversified Program -1.76 1,500k 4/1/2006 68 Robust Methods LLC Macro Managed Account -1.69 5,000k 1/1/2005 67 Tactical Investment Management Tactical Institutional Commodity Program -1.68 10,000k 4/1/1993 66 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.65 10,000k 1/1/2001 65 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.65 1,000k 3/1/1998 64 MERIT Alternative Investments GmbH Futures Portfolio -1.61 2,000k 6/1/1998 63 Spectrum Asset Management LLC Global Diversified -1.54 2,000k 1/1/2001 62 Quantica Capital AG Quantica Managed Futures -1.40 5,000k 1/1/2005 61 Ancile Capital Management Global Markets Program -1.38 2,000k 4/1/2005 60 Southwest Managed Investments, LLC Global Diversified -1.26 200k 1/1/2002 59 Welton Investment Partners Welton Global -1.24 10,000k 6/1/2004 58 Rotella Capital Management Rotella Polaris Program (Diversified) -1.21 10,000k 1/1/1991 57 FORT LP Fort Global Diversified -1.18 2,000k 10/1/1993 56 IKOS The IKOS Hedge Fund -1.10 10,000k 7/1/1998 55 Manning & Napier MN Xenon Global Fixed Income Program -1.06 2,000k 8/1/2004 54 Dominion Capital Sapphire Program -0.97 3,000k 5/1/2005 53 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.96 1k 10/1/2006 52 Global Domain Partners, LLC Global Domain Vector Fund - Series A -0.93 500k 1/1/2006 51 Red Rock Capital, LLC Systematic Global Macro -0.92 500k 9/1/2003 50 Revolution Capital Management Alpha Fund -0.91 50k 1/1/2005 49 Rotella Capital Management Rotella Orion (Short-Term) Program -0.60 10,000k 3/1/2006 48 Clarke Capital Management Global Magnum -0.46 100k 8/1/1997 47 Briarwood Capital Management, Inc. Diversified 2XL -0.40 250k 11/1/2004 46 Estlander & Partners Alpha Trend -0.40 30,000k 10/1/1991 45 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.31 10,000k 4/1/2004 44 Briarwood Capital Management, Inc. Diversified Trading Program -0.23 3,000k 7/1/2001 43 Northfield Trading Diversified -0.23 2,000k 7/1/1989 42 Heyden & Steindl GmbH TOMAC2 -0.17 5,000k 3/1/2003 41 FORT LP Fort Global Contrarian -0.08 2,000k 10/1/2002 40 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.08 1,000k 9/1/1997 39 Wavefront Global Asset Management IMFC Global Investment Program 0.00 2,000k 2/1/2007 38 QCM Global Diversified Programme 0.05 500k 12/1/1995 37 Covenant Capital Management Original Program 0.18 5,000k 9/1/1999 36 Blackwater Capital Management Global Program 0.33 5,000k 7/1/2005 35 Systematic Alpha Management Systematic Alpha Futures Program 0.50 100k 6/1/2004 34 Witter & Lester, Inc. Redstone 0.60 500k 9/1/1994 33 Millburn Ridgefield Corporation Commodity Program 0.64 25,000k 3/1/2005 32 Eckhardt Trading Company Evolution Strategies 0.67 20,000k 8/1/1991 31 Covenant Capital Management Aggressive Program 0.81 3,000k 2/1/2004 30 Eckhardt Trading Company Evolution Strategies 1.2X 0.84 10,000k 10/1/1991 29 Mondiale Asset Management Mondiale Trading Program 0.87 0k 9/1/1997 28 Saxon Investment Corporation Diversified Program 1.15 3,000k 9/1/1988 27 Clarke Capital Management Global Basic 1.17 50k 2/1/1996 26 Amplitude Capital International Limited Dynamic Strategy 1.30 6/1/2005 25 Jaguar Investments Ltd Vario Capital Strategy 1.31 1,000k 5/1/2016 24 Quantmetrics Capital Management LLP Premier 12V Strategy 1.33 10,000k 4/1/2003 23 Rhicon Currency Management Rhicon Systematic Currency Program 1.34 3,000k 1/1/2004 22 Quantmetrics Capital Management LLP Directional 10V Strategy 1.35 10,000k 1/1/2007 21 Quantitative Investment Management Quantitative Global Program 1.37 20,000k 10/1/2003 20 RAM Management Group RAM MRTP 1X-Conservative 1.42 1,000k 9/1/1993 19 Robinson-Langley Capital Management, LLC Managed Account Program 1.45 200k 1/1/2007 18 Alee Capital Management, LLC Poniente Program 1.94 2,500k 1/1/1999 17 Mark J. Walsh Company Standard Program 2.36 2,000k 9/1/1985 16 Mobius Asset Management Energy Weighted Program 2.61 250k 1/1/2005 15 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.70 1,000k 5/1/2006 14 Saxon Investment Corporation Aggressive Diversified Program 2.84 2,000k 11/1/1993 13 Crabel Capital Management Crabel Multi-Product 3.04 1,000k 3/1/1998 12 Arcanum Asset Management Equity Index Option Program (Prop) 3.33 500k 7/1/2006 11 Kinkopf Capital Management KCM S&P (Proprietary) 3.71 100k 1/1/1999 10 Mobius Asset Management Diversified Program 3.91 250k 3/1/2004 9 Witter & Lester, Inc. Stock Index Futures Trading Program 4.09 400k 1/1/1988 8 Claughton Capital ARP Institutional Program 4.13 1,000k 10/1/2005 7 Mobius Asset Management Custom Trading Program 4.52 100k 1/1/2002 6 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 4.86 5,000k 1/1/2005 5 RAM Management Group MRTP Aggressive 5.13 1,000k 2/1/1998 4 Romanesco Capital Management B.V Persistence Program 5.47 5,000k 9/1/2005 3 Revolution Capital Management Mosaic Program 5.52 10,000k 10/1/2006 2 Dendrich Ltd QEP 9.93 50k 12/1/2005 1 Emil van Essen Spread Trading Program 12.28 5,000k 12/1/2006 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.